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Monday, December 21, 2009, 6:04PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Direxion Mthly Latin America Bull 2X Inv (DXZLX)On Dec 21: 52.70  Down 0.34 (0.64%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):83.67%
Worst 1 Yr Total Return (2008):-85.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXZLXCategory
Alpha (against Standard Index)37.5323.15
Beta (against Standard Index)2.721.46
Mean Annual Return-5.291.51
R-squared (against Standard Index)8080.33
Standard Deviation72.7139.04
Sharpe Ratio0.33N/A
Treynor Ratio-2.78N/A
5 Years
StatisticDXZLXCategory
Alpha (against Standard Index)N/A20.85
Beta (against Standard Index)N/A1.46
Mean Annual ReturnN/A2.36
R-squared (against Standard Index)N/A76.35
Standard DeviationN/A32.76
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticDXZLXCategory
Alpha (against Standard Index)N/A17.15
Beta (against Standard Index)N/A1.43
Mean Annual ReturnN/A1.75
R-squared (against Standard Index)N/A72.37
Standard DeviationN/A30.37
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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